+61.3%
AZN vs RDW
-7.2%
+68.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.2% | +3.5% | +2.3% |
| 7D | +0.7% | -0.4% | +1.0% | +0.7% |
| 30D | +4.7% | -22.8% | +27.4% | +5.2% |
| 3M | -8.4% | -30.6% | +22.2% | -7.8% |
| 6M | -13.8% | +9.4% | -23.1% | -14.6% |
| YTD | -10.0% | +38.0% | -48.0% | -11.7% |
| 1Y | +4.0% | +20.7% | -16.7% | +2.0% |
| 3Y | +27.4% | +154.6% | -127.2% | +20.4% |
| 5Y | +61.3% | -1.7% | +63.0% | +52.7% |
| All | +61.3% | -7.2% | +68.5% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RDW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling